SERIAL CORRELATION, PERIODICITY AND SCALING OF EIGENMODES IN AN EMERGING MARKET (Q3606402): Difference between revisions

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-Diane L. Wilcox
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+Elements for a theory of financial risks
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+A simple multiple variance ratio test
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+Quantifying the dynamics of financial correlations
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+Eigenvalues and Condition Numbers of Random Matrices
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+Q4840212
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+Detecting long-range correlations with detrended fluctuation analysis
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+Long-Term Memory in Stock Market Prices
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+On the statistical properties of the level-spacings in nuclear spectra
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+ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY
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+A critical look at Lo's modified \(R/S\) statistic.
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+Stock market prices and long-range dependence
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